George Enescu: His Life and Music ( Toccata Press, 1990), which has been translated into several languages

Bosnia: A Short History (New York University Press, 1994), which has been translated into several languages

Origins of English Nonsense (HarperCollins, 1997)

Kosovo: A Short History (New York University Press, 1998)

Books on Bosnia: A critical bibliography of works relating to Bosnia-Herzegovina published since 1990 in West European languages (with Quintin Hoare) (Bosnian Institute, 1999)

Aspects of Hobbes (Oxford University Press, 2002)

John Pell (1611–1685) and His Correspondence with Sir Charles Cavendish: The Mental World of an Early Modern Mathematician (with Jacqueline Stedall) (Oxford University Press, 2005)

Agents of Empire: Knights, Corsairs, Jesuits and Spies in the Late Sixteenth-Century Mediterranean World (2015)

He edited Reason of State, Propaganda, and the Thirty Years' War: An Unknown Translation by Thomas Hobbes (Clarendon Press, 2007), and The Correspondence of Thomas Hobbes (1994) and Thomas Hobbes’ Leviathan (3 volumes, Oxford University Press, 2012), for which he was awarded a British Academy Medal.[3] He has also contributed over 40 journal articles or chapters in books since 2002.[5]

Malcolm's book Kosovo: A Short History (1998) saw robust debate among historians following its release. For example, the merits of the book were the subject of an extended debate in Foreign Affairs. The debate began with the review of the book by the former Fellow of the Russian Research Center at Harvard University, Aleksa Djilas. He wrote that Malcolm's book was "marred by his sympathies for its ethnic Albanian separatists, anti-Serbian bias, and illusions about the Balkans".[20] Malcolm responded by claiming that Djilas had not produced any evidence to counter that produced in the book, and had instead resorted to belittling both Malcolm and his work, including the use of personal slurs and patronising language.[17] The debate continued with Professor Stevan K. Pavlowitch of the University of Southampton asserting that Malcolm's book lacked precision, Melanie McDonagh of the Bosnian Institute claimed that Djilas' review took a "nationalistic approach", and Norman Cigar of Marine Corps University stating that Djilas was trying to create myths to legitimise Serbian actions in Kosovo.[21][22]

In 1999, the Serbian-American poet Charles Simić wrote a letter to the London Review of Books criticizing Malcolm's failure to protest against vandalism and destruction of Serb cultural sites in Kosovo, despite Malcolm having made a prior statement that they should be cared for (a statement which Simić also noted in his letter).[23][24] Later the same year, Thomas Emmert of the history faculty of Gustavus Adolphus College, Minnesota reviewed the book in Journal of Southern Europe and the Balkans Online and while praising aspects of the book also asserted that it was "shaped by the author's overriding determination to challenge Serbian myths", that Malcolm was "partisan", and also complained that the book made a "transparent attempt to prove that the main Serbian myths are false".[25] Malcolm responded in the same journal in early 2000, asserting that the book challenged both Albanian and Serbian myths about Kosovo, but that there were more Serbian myths about Kosovo than Albanian ones and this explained the greater coverage of Serbian myths in the book. He also observed that Emmert's perspective and work was largely within the framework of Serbian historiography, and that Emmert's own perspective was the reason for Emmert's assertion that Malcolm was "partisan".[26]

Other reviews of Kosovo: A Short History were varied. For example, in English Historical Review, Zbyněk Zeman observed that Malcolm "tries not to take sides",[27] but in American Historical Review, Nicholas J. Miller stated that the book was "conceptually flawed" due to Malcolm's insistence on treating Kosovo as "a place on its own; [rather than] a scrap of irredenta that Serbs and Albanians fight over".[28]